+248.5%
DHR vs JBHT
+176.2%
+72.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.6% | +4.2% | -1.6% | +1.3% |
| 30D | +4.2% | -0.4% | +4.6% | +4.2% |
| 3M | +13.0% | -17.3% | +30.3% | +19.2% |
| 6M | +40.2% | -3.5% | +43.7% | +39.6% |
| YTD | +2.0% | +18.0% | -16.0% | -5.6% |
| 1Y | +6.6% | +35.5% | -28.9% | -6.0% |
| 3Y | +19.9% | +34.8% | -14.8% | +2.8% |
| 5Y | -11.7% | +19.7% | -31.5% | -22.7% |
| All | +248.5% | +176.2% | +72.3% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling